References
- R. Coviello and F. Russo, Nonsemimartingales: Stochastic differential equations and weak Dirichlet processes, Ann. Probab. 35 (2007), pp. 255–308.
- G. Curbera and O. Delgado, Optimal domains for L0-valued operators via stochastic measures, Positivity 11 (2007), pp. 399–416.
- A. Deya, M. Jolis, and L. Quer-Sardanyons, The Stratonovich heat equation: A continuity result and weak approximations, Electron. J. Probab 18 (2013), pp. 1–34.
- L. Drewnowski, Topological rings of sets, continuous set functions, integration. III, Bull. Acad. Pol. Sci. Sér. Sci. Math. Astron. Phys. 20 (1972), pp. 439–445.
- M. Errami and F. Russo, n-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes, Stoch. Proc. Appl. 104 (2003), pp. 259–299.
- Y. Hu, M. Jolis, and S. Tindel, On Stratonovich and Skorohod stochastic calculus for Gaussian processes, Ann. Probab. 41 (2013), pp. 1656–1693.
- J.P. Kahane, Some Random Series of Functions, Cambridge University Press, Cambridge, 1993.
- I. Karatzas and S. Shreve, Brownian Motion and Stochastic Calculus, Springer Science & Business Media, New York, 2012.
- T.G. Kurtz, É. Pardoux, and P. Protter, Stratonovich stochastic differential equations driven by general semimartingales, Ann. I. H. Poincare Prob. 31 (1995), pp. 351–377.
- S. Kwapień and W.A. Woyczyński, Random Series and Stochastic Integrals: Single and Multiple, Birkhäuser, Boston, 1992.
- T. Memin, Y. Mishura, and E. Valkeila, Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion, Statist. Probab. Lett. 51 (2001), pp. 197–206.
- V. Radchenko, Integrals with Respect to General Stochastic Measures, Institute of Mathematics, Kyiv, 1999, in Russian.
- V. Radchenko, Besov regularity of stochastic measures, Statist. Prob. Lett. 77 (2007), pp. 822–825.
- V. Radchenko, Mild solution of the heat equation with a general stochastic measure, Stud. Math. 194 (2009), pp. 231–251.
- V. Radchenko, Paths of stochastic measures and Besov spaces, Theory Probab. Appl. 54 (2010), pp. 160–168.
- V. Radchenko, Stochastic partial differential equations driven by general stochastic measures, in Modern Stochastics and Applications, Springer, Cham, 2014, pp. 143–156.
- F. Russo and P. Vallois, Stochastic calculus with respect to continuous finite quadratic variation processes, Stoch. Stoch. Rep. 70 (2000), pp. 1–40.
- G. Samorodnitsky and M. Taqqu, Stable Non-Gaussian Random Processes, Chapman & Hall, London, 1994.
- J. Swanson, The calculus of differentials for the weak Stratonovich integral, in Malliavin Calculus and Stochastic Analysis, Springer, Boston, 2013, pp. 95–111.
- N.N. Vakhania, V.I. Tarieladze, and S.A. Chobanian, Probability Distributions on Banach Spaces, D. Reidel Publishing Co., Dordrecht, 1987.